The WHHS band program, which dates from 1936, and is housed in the Roy Wood music building, is led by band director Daniel K. Farr. The program consists of the "Pride of Winter Haven" Marching Band, including the Devilette Dance and Flag Ensemble, the Symphonic and Concert Bands, "Messengers" Jazz orchestra, Jazz Ensemble 2, Percussion Ensemble, and many student led ensembles.

The Winter Haven High School Marching Band, also known as "The Pride of Winter Haven," performs at football games, marching band competitions, community events and local and national parades. It has performed in many national events, including the Washington DC National Cherry Blossom Parade in the 1960s, the Macy's Thanksgiving Day Parade in the mid-1990s and the St. Patrick's Day Parade in New York City in 1998. The band has been consistently rated Superior in Marching MPA, Solo and Ensemble, and District Concert MPA.

The Symphonic Band performed at Carnegie Hall in New York City on May 24, 2008 with two other ensembles, The Cal tech-Occidental Concert Band from California and Jackson High School Wind Ensemble from Washington.